Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
26/01/2022 | 5.56% | 0.15 | 0.16 | 200,000 | 200,000 | 200,000 | 200,000 | 35,477 | 37,477 | 62.39% | 62.39% |
25/01/2022 | 2.85% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 70,257 | 72,257 | 99.72% | 99.72% |
24/01/2022 | 2.65% | 0.46 | 0.47 | 200,000 | 200,000 | 200,000 | 200,000 | 75,478 | 77,478 | 100.00% | 100.00% |
21/01/2022 | 2.34% | 0.42 | 0.43 | 200,000 | 200,000 | 200,000 | 200,000 | 84,670 | 86,670 | 99.95% | 99.95% |
20/01/2022 | 2.05% | 0.35 | 0.36 | 200,000 | 200,000 | 200,000 | 200,000 | 98,483 | 100,483 | 99.95% | 99.95% |
19/01/2022 | 1.71% | 0.54 | 0.55 | 200,000 | 200,000 | 200,000 | 200,000 | 115,860 | 117,860 | 100.00% | 100.00% |
18/01/2022 | 1.64% | 0.51 | 0.52 | 200,000 | 200,000 | 200,000 | 200,000 | 122,040 | 124,040 | 98.28% | 98.28% |
17/01/2022 | 1.64% | 0.63 | 0.64 | 200,000 | 200,000 | 200,000 | 200,000 | 121,146 | 123,146 | 99.28% | 99.28% |
14/01/2022 | 1.83% | 0.56 | 0.57 | 200,000 | 200,000 | 200,000 | 200,000 | 108,446 | 110,446 | 99.87% | 99.87% |